Interest Rates Products

 
 
Daily Price Limit Changes
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Interest Rates Product SlateMarket Data and Charts are delayed at least 10 minutes.
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEH5 Mar 2015 99.725 -0.005 99.725 99.735 99.725 127626
Eurodollar GEM5 Jun 2015 99.635 -0.005 99.625 99.650 99.625 179121
Eurodollar GEU5 Sep 2015 99.505 +0.01 99.485 99.520 99.480 219332
Eurodollar GEZ5 Dec 2015 99.335 +0.025 99.300 99.350 99.295 275739
Eurodollar GEH6 Mar 2016 99.160 +0.045 99.110 99.175 99.105 218647
Eurodollar GEM6 Jun 2016 98.980 +0.06 98.925 98.995 98.910 188580
Eurodollar GEU6 Sep 2016 98.805 +0.07 98.735 98.825 98.725 173719
Eurodollar GEZ6 Dec 2016 98.650 +0.08 98.570 98.670 98.560 252871
10-Year U.S. Treasury Note ZNH5 Mar 2015 130'280 +0'220 130'065 131'030 130'040 1183222
5-Year Deliverable Interest Rate Swap F1UH5 Mar 2015 104'025 +0'120 103'280 104'070 103'280 2680
10-Year Deliverable Interest Rate Swap N1UH5 Mar 2015 110'260 a +0'245 110'115 111'020 110'115 1489
2-Year Eurodollar Bundle BU2H5 Mar 2015 99.2250 a +0.035 - 99.2350 - -
3-Year Eurodollar Bundle BU3H5 Mar 2015 98.9375 a +0.055 - 98.9525 - -
5-Year Eurodollar Bundle BU5H5 Mar 2015 98.5400 a +0.075 - 98.5625 - -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEH5 Mar 2015 99.725 -0.005 99.725 99.735 99.725 127626
Eurodollar GEM5 Jun 2015 99.635 -0.005 99.625 99.650 99.625 179121
Eurodollar GEU5 Sep 2015 99.505 +0.01 99.485 99.520 99.480 219332
Eurodollar GEZ5 Dec 2015 99.335 +0.025 99.300 99.350 99.295 275739
Eurodollar GEH6 Mar 2016 99.160 +0.045 99.110 99.175 99.105 218647
Eurodollar GEM6 Jun 2016 98.980 +0.06 98.925 98.995 98.910 188580
Eurodollar GEU6 Sep 2016 98.805 +0.07 98.735 98.825 98.725 173719
Eurodollar GEZ6 Dec 2016 98.650 +0.08 98.570 98.670 98.560 252871
30-Day Federal Funds ZQG5 Feb 2015 99.875 0 99.875 99.880 99.875 3062
2-Year Eurodollar Bundle BU2H5 Mar 2015 99.2250 a +0.035 - 99.2350 - -
3-Year Eurodollar Bundle BU3H5 Mar 2015 98.9375 a +0.055 - 98.9525 - -
5-Year Eurodollar Bundle BU5H5 Mar 2015 98.5400 a +0.075 - 98.5625 - -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Ultra T-Bond UBH5 Mar 2015 179'10 +2'11 177'03 179'25 176'26 88520
U.S. Treasury Bond ZBH5 Mar 2015 151'15 +1'02 150'10 151'24 150'06 307580
10-Year U.S. Treasury Note ZNH5 Mar 2015 130'280 +0'220 130'065 131'030 130'040 1183222
5-Year U.S. Treasury Note ZFH5 Mar 2015 121'095 +0'132 120'292 121'140 120'277 593920
3-Year U.S. Treasury Note Z3NH5 Mar 2015 - - - - -
2-Year U.S. Treasury Note ZTH5 Mar 2015 109'280 +0'032 109'250 109'287 109'245 182504
Product Name Code Contract Charts Last Change Open High Low Globex Volume
2-Year Deliverable Interest Rate Swap T1UH5 Mar 2015 100'302 a +0'027 - 100'305 - -
5-Year Deliverable Interest Rate Swap F1UH5 Mar 2015 104'025 +0'120 103'280 104'070 103'280 2680
10-Year Deliverable Interest Rate Swap N1UH5 Mar 2015 110'260 a +0'245 110'115 111'020 110'115 1489
30-Year Deliverable Interest Rate Swap B1UH5 Mar 2015 130'14 a +1'31 129'06 131'00 129'06 121
2-Year Euro Deliverable Interest Rate Swap T1EH5 Mar 2015 100.705 a -0.020 - - 100.705 -
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CME Group is the world's leading marketplace for trading short-, medium- and long-term interest rate derivative products. Spanning the entire U.S. dollar-denominated yield curve, our products include futures and options on the most widely followed U.S. interest rate benchmarks: Eurodollars, U.S. Treasury securities, 30-Day Fed Funds, and Interest Rate Swaps. The liquidity, transparency and security of CME Group interest rate markets provide customers around the world with safe, efficient means for managing interest rate risk. Backed by our central counterparty clearing model, we offer powerful solutions to address a wide range of risk management needs.